I woke up with a headache every day for about 3 weeks at the beginning on my second trimester, and they lasted til lunchtime on most days. They weren't really bad, but just enough to make me feel pretty horrible. Fortunately they have gone away now, and when I asked my Dr about them, she just said it was normal, and due to changing hormone levels. I still have foginess though, where I cant remember what it is I'm doing, or what I wanted to buy when I get to the shops!